+5,971.8%
ADSK vs KIM
+3,080.3%
+2,891.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -14.3% | -0.3% | -14.0% | -14.2% |
| 30D | -14.8% | -1.7% | -13.1% | -14.3% |
| 3M | -5.7% | -0.8% | -4.9% | -5.6% |
| 6M | -18.7% | +4.4% | -23.1% | -20.4% |
| YTD | -28.3% | +21.2% | -49.6% | -33.7% |
| 1Y | -35.1% | +10.5% | -45.6% | -37.9% |
| 3Y | -3.2% | +47.5% | -50.7% | -17.8% |
| 5Y | -26.7% | +37.1% | -63.8% | -36.0% |
| 10Y | +208.4% | +29.5% | +178.9% | +145.4% |
| All | +5,971.8% | +3,080.3% | +2,891.5% | +1,376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling